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FTSE High Dividend Low Volatility Index Series

The FTSE High Dividend Low Volatility Index Series is designed to represent the performance of high dividend yield and low volatility stocks. The constituents of the underlying universe are ranked in descending order by trailing 12 month dividend yield. A fixed number of the top constituents are selected. Out of these the 2/3 with the lowest realised volatility form the index. Constituents are weighted either by trailing 12 month dividend yield or investable market capitalisation at each annual review.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.